“Legitimate heiress of the Naugrim family. The ship on which her husband and father were sailing was lost when she was pregnant. Shortly after, one of her most faithful servants discovered that there was a plot against her, she quickly found shelter with a family of alchemists, friends of his father, for a couple of years. Due to these events, it is presumed that both, the disappearance of the ship and the attempt to assassinate Lyanna were the work of the same person. A year after the birth of his daughter and with the help of some old family friends, he returned and took control of all his possessions.“
You can find Lyanna in Dion: